octave: Statistical Plots
26.3 Statistical Plots
======================
Octave can create Quantile Plots (QQ-Plots), and Probability Plots
(PP-Plots). These are simple graphical tests for determining if a data
set comes from a certain distribution.
Note that Octave can also show histograms of data using the ‘hist’
function as described in Two-Dimensional Plots.
-- : [Q, S] = qqplot (X)
-- : [Q, S] = qqplot (X, Y)
-- : [Q, S] = qqplot (X, DIST)
-- : [Q, S] = qqplot (X, Y, PARAMS)
-- : qqplot (...)
Perform a QQ-plot (quantile plot).
If F is the CDF of the distribution DIST with parameters PARAMS and
G its inverse, and X a sample vector of length N, the QQ-plot
graphs ordinate S(I) = I-th largest element of x versus abscissa
Q(If) = G((I - 0.5)/N).
If the sample comes from F, except for a transformation of location
and scale, the pairs will approximately follow a straight line.
If the second argument is a vector Y the empirical CDF of Y is used
as DIST.
The default for DIST is the standard normal distribution. The
optional argument PARAMS contains a list of parameters of DIST.
For example, for a quantile plot of the uniform distribution on
[2,4] and X, use
qqplot (x, "unif", 2, 4)
DIST can be any string for which a function DISTINV or DIST_INV
exists that calculates the inverse CDF of distribution DIST.
If no output arguments are given, the data are plotted directly.
-- : [P, Y] = ppplot (X, DIST, PARAMS)
Perform a PP-plot (probability plot).
If F is the CDF of the distribution DIST with parameters PARAMS and
X a sample vector of length N, the PP-plot graphs ordinate Y(I) = F
(I-th largest element of X) versus abscissa P(I) = (I - 0.5)/N. If
the sample comes from F, the pairs will approximately follow a
straight line.
The default for DIST is the standard normal distribution.
The optional argument PARAMS contains a list of parameters of DIST.
For example, for a probability plot of the uniform distribution on
[2,4] and X, use
ppplot (x, "uniform", 2, 4)
DIST can be any string for which a function DIST_CDF that
calculates the CDF of distribution DIST exists.
If no output is requested then the data are plotted immediately.